Essays about: "US equity market"

Showing result 21 - 25 of 101 essays containing the words US equity market.

1. 21. Deep Learning and the Heston Model:Calibration & Hedging

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
   Keywords : deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

   Abstract : The computational speedup of computers has been one of the de ning characteristics of the 21st century. This has enabled very complex numerical methods for solving existing problems. As a result, one area that has seen an extraordinary rise in popularity over the last decade is what is called deep learning. READ MORE

3. 22. Interest Risk Factors and Stock Returns of US Banks: The Effects of Size and Financial Crisis

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Guo Ma; Bing Fu; [2020]
   Keywords : Interest risk; Bank stock returns; Size effects; Financial crisis; Income structure;

   Abstract : We find that the effects of interest risk factors on US banks' stock returns are affected by banks' size, measured by market equity values, and income structures, measured by the ratios of interest income and interest expense. The effects of interest risk factors have changed after 2008 financial crisis. READ MORE

4. 23. Sustainable Bonds and Beyond: A Sustainable Alternative for Portfolio Diversification : An empirical study of sustainable bonds and existing asset classes from a volatility and correlation perspective in Sweden

   University essay from Umeå universitet/Företagsekonomi

   Author : Tung Bui Ba; Javier Jo; [2020]
   Keywords : Responsible Investment; Sustainable Bonds; Swedish Market; Modern Portfolio Theory; Diversification; Volatility; Correlation; Hedging;

   Abstract : Increasing awareness of sustainable issues is just one of the ways how modern society has evolved. Due to the growing challenges faced by climate change and societal issues, our world has grown to be more innovative in the fight and support towards initiatives that will contribute to the long-term of the world we live in. READ MORE

5. 24. Do dark pools affect asset price volatility? A Study of the US Equity Market.

   University essay from

   Author : Sara Andersson; Josefin Johansson; [2019-07-08]
   Keywords : Dark pools; Asset price volatility; US equity market; Alternative trading systems; Dark trading;

   Abstract : Recent years there has been an increased usage of dark pools followed by a rise in interest to study the field. During 2018, 14% of the US equity trading was made in dark pools. It is therefore highly relevant to consider dark pools effect on market qualities such as asset price volatility. READ MORE

6. 25. Overvalued stock: M&A or SEO? A study of the performance and decision making of overvalued firms.

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Georges Chalami; Lucas Aras; [2019]
   Keywords : Overvaluation; mergers and acquisitions; seasoned equity offerings; operating performance; firm characteristics;

   Abstract : This study examines two ways of exploiting overvalued stock by US firms: Conducting a seasoned equity offering (SEO) or a stock swap acquisition. As market misvaluations provide short-term opportunities for managers to receive large potential gains, the decision of how to utilize stock overvaluation can have a significant impact on the value created. READ MORE